V-Lab: DREAM Unlimited Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

DREAM Unlimited Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:25.18% (-0.73%)

Analysis last updated: Wednesday, May 1, 2024 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0209	2.61
$β$	0.8958	107.91
$γ$	0.0914	12.57
$λ_{1}$	2.1525	0.06
$λ_{2}$	0.4649	0.06
$λ_{3}$	0.0000	0.00

Estimation Period:
May 27, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts